Effects of State Weighting Matrix on the Optimal Controller Design Part II: Stochastic Case.

Document Type : Research Studies

Authors

1 Assistant Professor., Electrical Engineering Department., Faculty of Engineering., El-Mansoura University., Mansoura., Egypt.

2 Demonstrator., Electrical Engineering Department., Faculty of Engineering of Menuf-Monofia

3 Head of Electrical Engineering Department., Faculty of Engineering., El-Mansoura University., Mansoura., Egypt.

Abstract

The presence of noise affects the design of feedback controller. Therefore a best estimate of the states should be used to obtain the feedback structure. A filtering algorithm Based on the minimum error variance criterion is coded to provide the best estimate. The effect of the states weighting matrix Q, on the estimated values is then investigated. The study reveals that proper choice of Q, in addition to the proper representation of noise , may result in a good controller which derive the system savely in a noisy inviroment.
 

Main Subjects